+2,105.9%
O vs CRL
+1,712.0%
+393.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.7% | -3.9% | -0.2% |
| 7D | +3.3% | +4.4% | -1.0% | +2.1% |
| 30D | +10.3% | +17.1% | -6.7% | +6.1% |
| 3M | -3.5% | +32.1% | -35.6% | -9.8% |
| 6M | -1.3% | +98.9% | -100.2% | -16.3% |
| YTD | +10.3% | +77.1% | -66.8% | -5.2% |
| 1Y | +10.4% | +110.3% | -99.9% | -8.9% |
| 3Y | +40.0% | +108.5% | -68.5% | +9.5% |
| 5Y | +12.4% | -7.9% | +20.2% | +4.5% |
| 10Y | +78.2% | +368.9% | -290.7% | +9.1% |
| All | +2,105.9% | +1,712.0% | +393.9% | +989.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CRL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling